+74.8%
QCOM vs TWLO
+238.8%
-164.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.7% |
| 7D | +5.1% | -1.2% | +6.3% | +5.2% |
| 30D | +4.3% | -6.4% | +10.7% | +5.3% |
| 3M | -19.6% | +6.3% | -25.9% | -21.2% |
| 6M | +29.5% | +76.4% | -47.0% | +11.7% |
| YTD | +3.4% | +58.8% | -55.4% | -9.1% |
| 1Y | +10.9% | +107.1% | -96.2% | -8.9% |
| 3Y | +74.8% | +245.0% | -170.2% | +12.5% |
| All | +74.8% | +238.8% | -164.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling